Long-memory in volatilities of German stock returns
Philipp Sibbertsen
| Year of publication: |
2001
|
|---|---|
| Authors: | Sibbertsen, Philipp |
| Publisher: |
Dortmund : Univ., SFB 475 |
| Subject: | long memory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Schätztheorie | Estimation theory | Deutschland | Germany |
| Extent: | 12 S graph. Darst |
|---|---|
| Series: | Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund. - Dortmund, ZDB-ID 2140377-6. - Vol. 2001,42 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.sfb475.uni-dortmund.de/berichte/tr42-01.ps |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001675715